| Average year | -100% |
|---|---|
| Return over 24 d. | -33% |
| Average month | -38.4% |
| Last day | -18.9% |
| Max. Drawdown | 54% |
| Worst day | 38% |
| Max. leverage | 1:56 |
| Stand. deviation | — |
| Downside Deviation | 33.6% |
| Best day | 13% |
| Volatility | 15% |
| Return / Risk | -1.8 |
| Calmar ratio | -0.7089 |
| Sharpe ratio | 0 |
| Sortino ratio | -1.1691 |
| Shvager ratio | 0.521 |
| Prefer horizon | 3 m. |
| Longest drawdown | 8 d. |
| Calculation period | 24 d. |
| Trade days | 17 (94%) |
| History | 24 d. |
| Current stats | |
| Drawdown | 51% / 54% |
| Drawdown duration | 8 / 8 d. |
| Max. leverage | 56 / 500 |
0
FaustRUR
Aggressive PAMM-account for medium and long term investments in the rubles
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